+143.1%
VFC vs ITOT
+896.7%
-753.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | 0.0% | -11.6% | -11.6% |
| 3M | -18.1% | +2.0% | -20.1% | -19.5% |
| 6M | -27.4% | +13.0% | -40.4% | -35.9% |
| YTD | -24.8% | +14.0% | -38.8% | -34.1% |
| 1Y | -8.2% | +19.9% | -28.1% | -23.6% |
| 3Y | -29.1% | +75.8% | -104.9% | -58.3% |
| 5Y | -79.2% | +73.8% | -153.0% | -87.4% |
| 10Y | -68.1% | +295.9% | -364.0% | -91.0% |
| All | +143.1% | +896.7% | -753.6% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling